Rice condition numbers of QR and Cholesky factorizations

MaRDI QIDQ5472462zbMATH OpenFDO

Authors Xinxiu Li, Xiaobing Nie

Publication date 12 June 2006

zbMATH Keywords

error analysismatrix factorizationsQR decompositionsymmetric positive definite matrix

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Factorization of matrices (15A23) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cited in

(1)

• QR versus Cholesky: a probabilistic analysis

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